'Perfectly divisible' presentation slideshows

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The CAPM

The CAPM. An extension of the Markowitz portfolio selection model Idea of equilibrium in the capital market Assumptions of the CAPM Resulting equilibrium conditions The Security Market Line (SML). A. Idea of equilibrium in the capital market. E(r i ) = r F + ? i [E(r M ) - r F ]

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Lecture 6: CAPM & APT

Lecture 6: CAPM & APT. The following topics are covered: CAPM CAPM extensions Critiques APT. CAPM: Assumptions. Investors are risk-averse individuals who maximize the expected utility of their wealth

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Matrix Multiply Methods

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Lecture 6: CAPM & APT

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